+147.8%
ETR vs QID
-73.9%
+221.7%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.7% | -1.2% |
| 7D | +0.4% | -1.9% | +2.3% | +0.3% |
| 30D | +2.0% | +1.7% | +0.3% | +2.2% |
| 3M | -1.7% | -3.9% | +2.2% | -1.8% |
| 6M | +3.6% | -30.0% | +33.6% | +1.2% |
| YTD | +18.0% | -28.2% | +46.3% | +15.6% |
| 1Y | +26.2% | -35.6% | +61.9% | +22.9% |
| All | +147.8% | -73.9% | +221.7% | +120.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded QID wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling